+106.6%
PCAR vs STLA
-70.1%
+176.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +0.1% | -4.5% | +4.6% | +1.3% |
| 30D | -4.6% | -3.9% | -0.7% | -3.9% |
| 3M | -22.6% | -20.2% | -2.4% | -18.1% |
| 6M | -12.0% | -42.2% | +30.2% | +1.9% |
| YTD | -6.1% | -59.3% | +53.2% | +18.7% |
| 1Y | +6.3% | -56.1% | +62.4% | +30.7% |
| 3Y | +31.8% | -73.7% | +105.4% | +83.7% |
| All | +106.6% | -70.1% | +176.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling